Online Forecasting of Stock Market Movement Direction Using the Improved Incremental Algorithm.
Dalton D. LungaTshilidzi MarwalaPublished in: ICONIP (3) (2006)
Keyphrases
- stock market
- short term
- financial time series
- garch model
- stock index
- long term
- stock price
- technical indicators
- foreign exchange
- online learning
- stock index futures
- stock exchange
- stock trading
- trading rules
- financial data
- financial markets
- trading strategies
- portfolio optimization
- stock returns
- forecasting model
- stock data
- exchange rate
- stock market data
- prediction model
- non stationary
- financial news
- early warning